Research Output per year
Fingerprint Dive into the research topics where Stephen Taylor is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
Conformally Flat
Mathematics
Metric
Mathematics
Heat Kernel
Mathematics
Minimal surface
Mathematics
Skewness
Mathematics
Decay Rate
Mathematics
Isometric
Mathematics
Volatility
Mathematics
Network
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Research Output 2008 2020
- 7 Citations
- 1 h-Index
- 8 Article
Detecting and identifying arbitrage in the spot foreign exchange market
Cui, Z., Qian, W., Taylor, S. & Zhu, L., Jan 2 2020, In : Quantitative Finance. 20, 1, p. 119-132 14 p.New Jersey Institute of Technology
Research output: Contribution to journal › Article
Arbitrage
Foreign exchange market
Currency
Exchange rates
Transaction costs
Arbitrage detection using max plus product iteration on foreign exchange rate graphs
Cui, Z. & Taylor, S., Jan 1 2019, (Accepted/In press) In : Finance Research Letters.New Jersey Institute of Technology
Research output: Contribution to journal › Article
Arbitrage
Foreign exchange rates
Graph
Currency
Foreign exchange market
Clustering financial return distributions using the Fisher information metric
Taylor, S., Feb 1 2019, In : Entropy. 21, 2, 110.New Jersey Institute of Technology
Research output: Contribution to journal › Article
Open Access
Fisher information
differential geometry
matrices
statistics
geometry
Unbiased weighted variance and skewness estimators for overlapping returns
Taylor, S. & Fang, M., Dec 1 2018, In : Swiss Journal of Economics and Statistics. 154, 1, 21.New Jersey Institute of Technology
Research output: Contribution to journal › Article
Open Access
Skewness
Overlapping
Estimator
Economics
Ratio test
Explicit Density Approximations for Local Volatility Models Using Heat Kernel Expansions
Taylor, S., Glasgow, S., Taylor, J. & Vecer, J., Sep 1 2016, In : Methodology and Computing in Applied Probability. 18, 3, p. 847-867 21 p.New Jersey Institute of Technology
Research output: Contribution to journal › Article
Heat Kernel
Volatility
Approximation
Transition Density
Model